+139.6%
DOCN vs MAGS
+185.9%
-46.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.5% | +9.1% | +9.1% |
| 7D | +3.7% | -2.0% | +5.7% | +6.8% |
| 30D | -33.7% | -6.9% | -26.8% | -27.5% |
| 3M | -27.9% | +0.7% | -28.5% | -27.0% |
| 6M | -46.4% | -0.8% | -45.6% | -45.1% |
| YTD | +81.1% | +4.4% | +76.7% | +75.9% |
| 1Y | +74.3% | +3.9% | +70.4% | +70.4% |
| 3Y | +245.8% | +122.7% | +123.1% | +63.6% |
| All | +139.6% | +185.9% | -46.3% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAGS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling